Got a few, some cool, some less cool. The quality is often not close to studio material but certain live versions of songs make up to that.
AC/DC's live albums are pretty good, save for the far stretched solo's. Some of the songs are significantly cooler live!
GnR's Live Era has it's moments, but is really cruddy at times as well.
Got some Joe Jackson live stuff which is awesome, Metallica's S&M is ok, and some live b-sides from The Presidents, Kiss and 16 HP, all sweet.
Rush has some amazing live albums/dvds out. All of them are exceptional in my opinion. I also am found of my NIN Live album (even if I am losing interest in Trents new work), and also enjoy The Who's "Live at Leeds".. Basically any band that doesn't need a studio to sound good (or in most cases passable for music, whether it is shit or not).